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Andr\'e Herzwurm

Identifiers

  • name variant Andr\'e Herzwurm 0.60 · backfill

Papers (4)

  1. Lower Error Bounds for Strong Approximation of Scalar SDEs with non-Lipschitzian Coefficients math.NA · 2017 · author #2
  2. Strong Convergence Rates for Cox-Ingersoll-Ross Processes - Full Parameter Range math.NA · 2016 · author #2
  3. Optimal Strong Approximation of the One-dimensional Squared {B}essel Process math.PR · 2016 · author #2
  4. Adaptive Approximation of the Minimum of Brownian Motion math.PR · 2016 · author #3

Mentions

  • 1710.08707 #2 · arxiv_oai · confidence 0.70 Andr\'e Herzwurm
  • 1608.00410 #2 · arxiv_oai · confidence 0.70 Andr\'e Herzwurm
  • 1601.01455 #2 · arxiv_oai · confidence 0.70 Andr\'e Herzwurm

Frequent Coauthors